The present invention concerns a female piercing member protection device for connection with a male connection part, as well as a method for connecting such protection device to a male connection part. The female piercing member protection device comprises; an outer casing, a connection member wherein the connection member is arranged to, and at least partly enclosed in, the outer casing. Further is the outer casing arranged to be moved between a first and a second position, wherein when the outer casing is in its first position, the connection member is substantially locked from movement along the longitudinal axis A, and when the outer casing is in its second position the connection member is able to move along the longitudinal axis A. The female piercing member protection device also comprises an activated position and an inactivated position. The connection member is further arranged to connect to the male connection part by means of a deformable locking device, wherein when the outer casing is in the second position, the deformable locking device is prevented from deformation by the outer casing so as to prevent disengagement of the male connection part. The present invention provides for a secure piercing member protection device which significantly minimizes the risk for a user to be exposed to contaminants and the piercing member itself.